+1,157.0%
FTI vs TAP
-0.5%
+1,157.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.2% |
| 7D | -2.3% | -5.1% | +2.7% | -1.2% |
| 30D | +5.0% | -8.4% | +13.5% | +7.0% |
| 3M | +13.8% | -3.9% | +17.8% | +14.3% |
| 6M | +22.9% | -14.4% | +37.3% | +27.0% |
| YTD | +75.0% | -14.7% | +89.7% | +80.4% |
| 1Y | +96.9% | -18.7% | +115.6% | +105.3% |
| 3Y | +276.7% | -32.6% | +309.4% | +312.6% |
| 5Y | +1,157.0% | -1.4% | +1,158.4% | +963.0% |
| All | +1,157.0% | -0.5% | +1,157.5% | +963.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling